+313.4%
IVV vs BP
+133.4%
+180.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -0.9% | -0.8% | -0.2% | -0.7% |
| 30D | -2.3% | -3.1% | +0.8% | -1.7% |
| 3M | -1.2% | +6.2% | -7.3% | -3.2% |
| 6M | +3.3% | +4.8% | -1.5% | +1.1% |
| YTD | +12.3% | +35.2% | -22.8% | +1.2% |
| 1Y | +12.5% | +27.4% | -14.9% | +3.1% |
| 3Y | +79.2% | +49.8% | +29.4% | +53.9% |
| 5Y | +75.6% | +109.4% | -33.8% | +32.3% |
| 10Y | +313.4% | +135.7% | +177.7% | +205.3% |
| All | +313.4% | +133.4% | +180.0% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling